+209.9%
ON vs FLEX
+337.9%
-128.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.2% |
| 7D | +2.4% | -0.9% | +3.3% | +2.9% |
| 30D | -3.3% | -10.1% | +6.9% | +2.1% |
| 3M | -43.6% | -31.3% | -12.2% | -31.2% |
| 6M | +19.0% | +71.3% | -52.3% | -13.9% |
| YTD | +37.4% | +81.2% | -43.9% | -4.6% |
| 1Y | +54.8% | +98.5% | -43.7% | +1.6% |
| 3Y | -25.2% | +428.2% | -453.4% | -71.1% |
| 5Y | +62.7% | +657.3% | -594.5% | -46.7% |
| 10Y | +574.3% | +995.9% | -421.6% | +77.1% |
| All | +209.9% | +337.9% | -128.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling